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Numerical Linear Algebra with Applications
Article . 2023 . Peer-reviewed
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Article . 2024
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https://dx.doi.org/10.48550/ar...
Article . 2022
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Article . 2024
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Structured matrix recovery from matrix‐vector products

Structured matrix recovery from matrix-vector products.
Authors: Diana Halikias; Alex Townsend;

Structured matrix recovery from matrix‐vector products

Abstract

AbstractCan one recover a matrix efficiently from only matrix‐vector products? If so, how many are needed? This article describes algorithms to recover matrices with known structures, such as tridiagonal, Toeplitz, Toeplitz‐like, and hierarchical low‐rank, from matrix‐vector products. In particular, we derive a randomized algorithm for recovering an unknown hierarchical low‐rank matrix from only matrix‐vector products with high probability, where is the rank of the off‐diagonal blocks, and is a small oversampling parameter. We do this by carefully constructing randomized input vectors for our matrix‐vector products that exploit the hierarchical structure of the matrix. While existing algorithms for hierarchical matrix recovery use a recursive “peeling” procedure based on elimination, our approach uses a recursive projection procedure.

Keywords

randomized SVD, Toeplitz, Cauchy, and related matrices, hierarchical low-rank matrices, Numerical methods for low-rank matrix approximation; matrix compression, Numerical Analysis (math.NA), Random matrices (probabilistic aspects), matrix-vector products, rank-structured matrices, FOS: Mathematics, Mathematics - Numerical Analysis

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    influence
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Top 10%
Average
Average
Green